+291.0%
XLF vs AWK
+967.2%
-676.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.3% |
| 7D | +0.2% | +2.2% | -2.0% | -0.8% |
| 30D | -0.5% | +4.4% | -5.0% | -2.4% |
| 3M | +10.6% | +15.4% | -4.7% | +3.6% |
| 6M | +14.3% | +3.5% | +10.8% | +11.8% |
| YTD | +5.5% | +9.8% | -4.3% | +0.1% |
| 1Y | +9.6% | +3.0% | +6.6% | +6.6% |
| 3Y | +75.2% | +9.7% | +65.5% | +60.7% |
| 5Y | +65.5% | -17.2% | +82.7% | +71.3% |
| 10Y | +246.4% | +126.1% | +120.4% | +97.9% |
| All | +291.0% | +967.2% | -676.3% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling